+36.4%
UPS vs CBOE
+368.5%
-332.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.6% |
| 7D | -2.0% | -5.8% | +3.8% | -1.2% |
| 30D | -2.0% | -3.1% | +1.2% | -1.6% |
| 3M | -6.2% | -4.8% | -1.5% | -6.0% |
| 6M | +2.8% | -0.6% | +3.3% | +1.4% |
| YTD | +5.9% | +12.8% | -6.9% | +1.9% |
| 1Y | +26.2% | +19.8% | +6.5% | +19.9% |
| 3Y | -26.0% | +86.9% | -112.9% | -37.2% |
| 5Y | -34.3% | +136.5% | -170.8% | -47.8% |
| All | +36.4% | +368.5% | -332.1% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling